per-stock model-accuracy decomposition

7819.T

computed asof 2026-08-07T09:15:52

read this first — not a buy signal

Model predictability decomposition: measures how accurately the ml-factor-lgbm-9f-jp-growth model family predicts this stock's returns within the jp-listed universe. High hit_rate_long does NOT mean 'good stock to buy' -- it means 'the model historically predicted this stock well when selecting it LONG'. This is a property of model-stock fit, not intrinsic stock quality.

Decomposes ml-factor-lgbm-9f-jp-growth. Standalone walk-forward run of the same LightGBM 9-factor family on the jp-listed universe (~4,100 tickers); the referenced record's verdict applies to the jp-growth universe only.

Accuracy (median across grid)

metric	median	p25 – p75	n
Hit rate · LONG	0.5323	0.3656 – 0.6494	12
Hit rate · SHORT	0.3125	0.0227 – 0.9500	10
Avg return · LONG (bps)	3.6999	-80.7 – 36.1	12
Avg return · SHORT (bps)	-5.8053	-10 – 27.6	10
Selection rate · LONG	0.0020	0.0017 – 0.0040	12
Selection rate · SHORT	0.0005	0.0002 – 0.0009	12

Hit rate ≈ 0.5 means the model's picks on this stock were near coin-flip. Returns in bps per trade (1 bps = 0.01%).

PnL contribution

long

0.8442

short

0.1180

total

0.9622

appearances 117504 · LONG 343 · SHORT 92

Research, not investment advice. Metrics describe model–stock fit, not the stock's merit.